Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach

E-ISSN： 1099-1158|21|2|143-153

ISSN： 1076-9307

Source： INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, Vol.21, Iss.2, 2016-04, pp. : 143-153

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Intraday linkages between the Spanish and the US stock markets: evidence of an overreaction effect

By Miralles-Marcelo Jose Luis Miralles-Quiros Jose Luis Miralles-Quiros Maria del Mar

Applied Economics, Vol. 42, Iss. 2, 2010-01 ,pp. : 223-235

Routledge Ltd

Access to resources Recommend Favorite

Modelling the linkages between US and Latin American stock markets

By Fernández-Serrano José L. Sosvilla-Rivero Simón

Applied Economics, Vol. 35, Iss. 12, 2003-08 ,pp. : 1423-1434

Routledge Ltd

Access to resources Recommend Favorite

Assessing European stock markets (co)integration

By Garcia Pascual A.

Economics Letters, Vol. 78, Iss. 2, 2003-02 ,pp. : 197-203

Elsevier

Access to resources Recommend Favorite

A cointegration analysis between Mercosur and international stock markets

By Seabra Fernando

Applied Economics Letters, Vol. 8, Iss. 7, 2001-07 ,pp. : 475-478

Routledge Ltd

Access to resources Recommend Favorite

Tail dependence between Central and Eastern European and major European stock markets: a copula approach

Applied Economics Letters, Vol. 20, Iss. 17, 2013-11 ,pp. : 1567-1573

Routledge Ltd

Access to resources Recommend Favorite